; Settings keys can be in snake case, camel case, or pascal case.
; All settings can be overwritten by an user settings file or a command option.
; Example: node ./bin/gen.js --settings ./my-settings.ini --collection-capacity 1000

;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;
;; Data source              ;;
;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;

; Express Generator loads data by either "server", "symbol", and "period" or by "data_file"

; Server is actually the data files folder under the "data" folder.
; Provided by Forex Software Ltd.: Premium, Eightcap, BlackBull, Darwinex, MetaQuotes
server = Premium
symbol = EURUSD
; Avalable values: M1, M5, M15, M30, H1, H4, D1
period = M30

; Data file from Premium data or exported from Meta Trader
; Example: data_file = ./data/Premium/EURUSD_M30.json
; The usage of "data_file" overrides the "symbol" and the "period" parameters.
data_file =

;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;
;; Output collection        ;;
;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;

; Collection's filename for a newly generated or a validated Collection.
; Possible placeholders: [SERVER], [SYMBOL], [PERIOD], [YEAR], [MONTH], [DAY], [COUNT], [PROFIT]
; Placeholders can be used as directory names too.
; Example: output = ./collections/[SERVER]/[SYMBOL]/[PERIOD]/collection.json
output = ./collections/Coll_[SYMBOL]_[PERIOD].json

; When 'false' it adds a suffix to the collection file if it already exists.
; When 'true', it overwrites the file.
output_replace = false

;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;
;; Input collection or directory  ;;
;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;

; Points one or several collections or a collection directory for validation.
; Keep empty to generate a new Collection.
; Possible placeholders: [SERVER], [SYMBOL], [PERIOD], [YEAR], [MONTH], [DAY]
input =

; Filters the input collections by given text phrases.
; It is helpful when we have an "input" directory with many collections.
; Possible placeholders: [SERVER], [SYMBOL], [PERIOD], [YEAR], [MONTH], [DAY]
input_match =./collections

; It validates the "input" strategies and then continues generating new ones
validate_then_generate = false

; Prevent rising an error when an input file cannot be loaded
suppress_input_error = false

;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;
;; Collection               ;;
;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;

; The Collection will purge the excessive records.
; 0 means 100000
collection_capacity = 1000

; Sort the Collection by one of the following metrics:
; NetBalance, Profit, ProfitFactor, ReturnToDrawdown, RSquared, Stagnation, WinLossRatio
sort_by = Profit

; Correlation analysis threshold
correlation_threshold = 0.98

; Detect balance lines correlation
resolve_correlation = true

; Detect strategies with similar trading rules
resolve_similar_rules = false

;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;
;; Generator stop           ;;
;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;

; 0 means unlimited for all of the options
max_calculated_strategies = 0
max_ascended_strategies   = 0
max_collected_strategies  = 0
max_working_minutes       = 0

;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;
;; Acceptance criteria      ;;
;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;

; Set 0 to ignore a criterion (except for min_profit)
max_consecutive_losses = 0
max_drawdown_percent   = 0
max_equity_drawdown    = 0
max_stagnation_days    = 0
max_stagnation_percent = 0
min_count_of_trades    = 10
min_profit             = 1
min_profit_factor      = 0
min_profit_per_day     = 0
min_r_squared          = 0
min_return_to_drawdown = 0
min_win_loss_ratio     = 0
min_m1_count_of_trades = 0
min_m1_profit          = 0
min_m1_profit_factor   = 0
min_y1_count_of_trades = 0
min_y1_profit          = 0
min_y1_profit_factor   = 0

;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;
;; Account settings         ;;
;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;

account_currency      = USD
initial_account       = 10000
leverage              = 100

;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;
;; Strategy properties      ;;
;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;

entry_lots            = 0.10

; Trade direction: LongAndShort, LongOnly
trade_direction_mode  = LongAndShort

; Opposite entry signal: Ignore, Reverse, IgnoreOrReverse
opposite_entry_signal = Ignore

; Stop Loss: AlwaysUse, MayUse, DoNotUse
stop_loss_usage       = AlwaysUse
; Stop Loss type: Fixed, Trailing, FixedOrTrailing
stop_loss_type        = Fixed
stop_loss_range_min   = 500
stop_loss_range_max   = 500

; Take Profit: AlwaysUse, MayUse, DoNotUse
take_profit_usage         = AlwaysUse
take_profit_range_min     = 25
take_profit_range_max     = 25
take_profit_gte_stop_loss = false

; Max number of indicators to use
max_entry_slots = 8
max_exit_slots  = 1

;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;
;; Backtester               ;;
;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;

; Values: Open, Close. Use Open for EA Studio and Close for FSB Pro
exit_trade_at         = Open
close_at_backtest_end = true

;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;
;; Data Horizon             ;;
;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;

max_data_bars  = 100000

; Use these parameters to set the data range between "data_start" and "data_end".
; Set from where the actual trading starts with "trade_start".
; Text: "2023-05-25 00:00 UTC", "2023-05-25 00:00", "2023-05-25" or "25 May 2023 00:00 UTC"
; Negative number as a number of days before the current date: -365, -30, -7

use_data_start  = false
data_start      = "01 Jan 2020 00:00 UTC"

use_data_end    = false
data_end        = "30 Jun 2023 00:00 UTC"

use_trade_start = false
trade_start     = "01 Jun 2023 00:00 UTC"

;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;
;; Forward testing          ;;
;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;

; Validate strategies on new unseen data.

use_forward_testing = false
preload_data_bars   = 0

;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;
;; Out of sample            ;;
;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;

; Use these parameters to set the data range.
; The program cuts data after applying Data Horizon.

data_start_percent = 0
data_end_percent   = 100

;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;
;; Trading Session          ;;
;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;

session_open  = 00:00
session_close = 24:00
friday_close  = 24:00

trade_on_sunday = true

close_at_session_close = false
close_at_friday_close  = false

;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;
;; Symbol info              ;;
;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;

; Set values to override the values coming with the data file.
; Useful for the Premium Data.
; Commission is in Currency applied at Close.

spread     =
swap_long  =
swap_short =
commission =

;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;
;; Miscellaneous            ;;
;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;

; When enabled, the generator dynamically updates the best strategy on the console.
update_best = true

; How many strategies to print when finish
show_top = 10

; Prevent showing output in the console (except errors)
silent = false

;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;
;; Indicators used by the Generator ;;
;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;

;; Entry indicators

entry_accelerator_oscillator       = true
entry_accumulation_distribution    = false
entry_adx                          = true
entry_alligator                    = true
entry_average_true_range           = true
entry_awesome_oscillator           = true
entry_bears_power                  = true
entry_bollinger_bands              = true
entry_bulls_power                  = true
entry_candle_color                 = true
entry_commodity_channel_index      = true
entry_demarker                     = true
entry_directional_indicators       = true
entry_donchian_channel             = false
entry_envelopes                    = true
entry_force_index                  = false
entry_long_or_short                = false
entry_macd                         = true
entry_macd_signal                  = true
entry_momentum                     = true
entry_money_flow_index             = false
entry_moving_average               = true
entry_moving_average_of_oscillator = true
entry_moving_averages_crossover    = true
entry_on_balance_volume            = false
entry_pin_bar                      = true
entry_rsi                          = true
entry_rvi                          = false
entry_rvi_signal                   = false
entry_standard_deviation           = true
entry_stochastic                   = true
entry_stochastic_signal            = true
entry_time                         = false
entry_volumes                      = false
entry_williams_percent_range       = true

;; Exit indicators

exit_accelerator_oscillator       = false
exit_accumulation_distribution    = false
exit_adx                          = false
exit_alligator                    = false
exit_average_true_range           = false
exit_awesome_oscillator           = false
exit_bears_power                  = false
exit_bollinger_bands              = false
exit_bulls_power                  = false
exit_candle_color                 = false
exit_commodity_channel_index      = false
exit_demarker                     = false
exit_directional_indicators       = false
exit_do_not_exit                  = true
exit_donchian_channel             = false
exit_envelopes                    = false
exit_force_index                  = false
exit_macd                         = false
exit_macd_signal                  = false
exit_momentum                     = false
exit_money_flow_index             = false
exit_moving_average               = false
exit_moving_average_of_oscillator = false
exit_moving_averages_crossover    = false
exit_on_balance_volume            = false
exit_rsi                          = false
exit_rvi                          = false
exit_rvi_signal                   = false
exit_standard_deviation           = false
exit_stochastic                   = false
exit_stochastic_signal            = false
exit_time                         = false
exit_volumes                      = false
exit_williams_percent_range       = false

;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;
;; Indicator options                ;;
;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;

; The following options are used by the Generator for composing new strategies.

; Randomize Moving Average Methods.
; When 'true', the Generator chooses between Simple, Exponential, Weighted and Smoothed.
randomize_ma_method = false

; Maximum period generated by the Generator. Recommended: 50. Recommended max 200.
max_indicator_period = 100

; Shift of the Moving Average indicator. When it is enabled, the Generator may use shift.
randomize_ma_shift = false

;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;
;; Auto-save collection             ;;
;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;

; Auto-save is useful if you run Express Generator for long time on strict Acceptance Criteria
; Setting 0 disables an option. Choose one of the options only.

; Save the collection at a particular interval in minutes.
; It doesn't clear EG collection.
auto_save_at_minutes = 0

; Save the collection when it reaches the given count.
; It clears EG collection.
auto_save_at_collected = 0

;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;
;; Optimizer                        ;;
;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;

enable_optimizer     = false
numeric_values_steps = 20
optimize_protections = false

; Search best strategy by:
; NetBalance, Profit, ProfitFactor, ReturnToDrawdown, RSquared, Stagnation, WinLossRatio
optimize_by = Profit

;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;
;; Monte Carlo                      ;;
;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;

enable_monte_carlo            = false
count_of_tests                =  20
valid_tests_percent           =  80

spread_max                    =  30

; Execution problems
slippage_max                  =  20
skip_entries_percent          =   2
skip_exits_percent            =   2
rand_close_percent            =   0

; Strategy variations
ind_params_change_probability =   0
ind_params_max_change_percent =  20
ind_params_min_delta_steps    =  20
rand_first_bar_percent        =  10

; Monte Carlo validation
mc_max_consecutive_losses     =   0
mc_max_drawdown_percent       =   0
mc_max_equity_drawdown        =   0
mc_max_stagnation_days        =   0
mc_max_stagnation_percent     =   0
mc_min_count_of_trades        = 100
mc_min_profit                 =  10
mc_min_profit_factor          =   0
mc_min_profit_per_day         =   0
mc_min_r_squared              =   0
mc_min_return_to_drawdown     =   0
mc_min_win_loss_ratio         =   0

stop_loss_type = Fixed
stop_loss_range_min = 1000
stop_loss_range_max = 1000

; Take Profit: AlwaysUse, MayUse, DoNotUse
take_profit_usage = AlwaysUse
take_profit_range_min = 25
take_profit_range_max = 25
take_profit_gte_stop_loss = false